Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47822.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46427.39 Kr¶

PnL: ---------------------------------------> -461.18 Kr¶

DD now: ---------------------------------> -1.661 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:18:32.385222'

Anic Portfolio¶

Today¶

Return: -0.269 %¶

This Week¶

Return: -0.189 %¶

Total¶

Return: 56.558 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.380000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 0.340000 3104.400000 133.400000 4.490000 2971.000006
FM Mattsson Mora Group B 50 -1.290000 3060.000000 133.000000 4.540000 2927.000000
SAAB B 8 1.550000 3460.000000 83.000000 2.460000 3377.000000
AcadeMedia 12 -0.790000 602.400000 45.400000 8.150000 557.000004
Corem Property Group B 59 -0.470000 619.500000 42.500000 7.370000 576.999999
Boozt 12 -0.140000 1694.400000 40.400000 2.440000 1653.999996
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
Resurs Holding 22 -0.140000 608.520000 34.520000 6.010000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.690000 388.200000 33.200000 9.350000 355.000000
Nordea Bank Abp 29 0.870000 3484.640000 30.640000 0.890000 3453.999992
Norva24 Group 16 1.240000 573.440000 30.440000 5.610000 543.000000
HMS Networks 2 -1.740000 698.400000 25.400000 3.770000 673.000000
Intrum 4 0.220000 546.600000 19.600000 3.720000 527.000000
Securitas B 6 -0.100000 588.000000 18.000000 3.160000 570.000000
Swedbank A 3 0.100000 581.700000 17.700000 3.140000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 -0.110000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
CTEK 13 0.200000 518.440000 -15.560000 -2.910000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 0.090000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 2.450000 560.610000 -52.390000 -8.550000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 0.440000 3598.400000 -157.600000 -4.200000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -1.370000 1428.300000 -235.700000 -14.160000 1663.999992
Ovzon 52 -3.810000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46427.390000 -461.180000 -1.66056% 46888.564618

Updated:¶

'2023-01-25 09:18:45.319287'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶